Dr Dan Ladley

Senior Lecturer in Finance

Contact Details

  • Tel: 0116 252 5285
  • Email: dl110@le.ac.uk
  • Office: AC213
  • Office Hours: Monday 14:00 - 16:00 (term time only) otherwise by appointment


Personal Page


Research Interests

  • Market Microstructure
  • Banking and Systematic Risk
  • Computational Finance and Numerical Approaches

Research papers can be downloaded via RePEc.

PhD Supervision

I am willing to supervise students in the area of market microstructure or banking theory using a numerical or computational approach

Current PhD Students


Administrative Responsibilities

  • GARP and CFA Co-ordinator
  • Director of Postgraduate-Taught Programmes
  • PGT Syllabus Committee Chair (Finance)

Most Recent Publications

  • Chasing trends at the micro-level: The effect of technical trading on order book dynamics (with Chiarella, C) Journal of Banking and Finance, Forthcoming.
  • Central banks' forecasts and their bias: Evidence, effects and explanation (with Charemza, W.) International Journal of Forecasting, Forthcoming.
  • Fragmentation and Stability of Markets (with Lensberg, T., Palczewski, J., Schenk-Hoppé, K. R.) Journal of Economic Behaviour and Organisation, Forthcoming.
  • Costs and benefits of financial regulation: Short-selling bans and transaction taxes (with T. Lensberg and K. R. Schenk-Hoppé), Journal of Banking and Finance, 2015, 51, 103-118.
  • The Impact of Individual versus Group Rewards on Work Group Performance and Cooperation: A Computational Social Science Approach (with Wilkinson, I. and Young, L.)  Journal of Business Research, 2015, 68(11), 2412-2425.
  • The simplicity of optimal trading in order book markets (with P Pellizzari), in Nonlinear Economic Dynamics and Financial Modelling: Essays in Honour of Carl Chiarella (Eds. R. Dieci, X.-H. He and C. Hommes), 2014, pp 183-199.
  • Heterogeneous Beliefs in Over-The-Counter Markets (with M. De Kamps, and A. Simaitis), Journal of Economic Dynamics and Control, 2014, 41, pp. 50-68.
  • Contagion and risk sharing on the interbank market, Journal of Economic Dynamics and Control, 2013, 37 (7), 1384-1400.
  • Zero Intelligence in Economics and Finance, The Knowledge Engineering Review - Special Issue on Agent Based Computational Economics, 2012, 27(2), 273-286.
  • Do stylised facts of order book markets need strategic behaviour? (with K. R. Schenk-Hoppé), Journal of Economic Dynamics and Control, 2009, 33(4), 817-831.
  • The Strategic Exploitation of Limited Information and Opportunity in Networked Markets (with S. Bullock), Computational Economics, 2008, 32(3), 295-315.

Full listing of publications

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